Overview
Dataset statistics
| Number of variables | 19 |
|---|---|
| Number of observations | 2405 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 359.3 KiB |
| Average record size in memory | 153.0 B |
Variable types
| DateTime | 1 |
|---|---|
| TimeSeries | 15 |
| Boolean | 1 |
| Numeric | 2 |
Timeseries statistics
| Number of series | 15 |
|---|---|
| Time series length | 2405 |
| Starting point | 2010-01-26 00:00:00 |
| Ending point | 2019-08-19 00:00:00 |
| Period | 1 day, 10 hours and 51 minutes |
repaired? has constant value "False" | Constant |
AD is highly overall correlated with EMA and 7 other fields | High correlation |
ATR is highly overall correlated with NATR and 2 other fields | High correlation |
CMO is highly overall correlated with ROC and 1 other fields | High correlation |
EMA is highly overall correlated with AD and 6 other fields | High correlation |
KAMA is highly overall correlated with AD and 6 other fields | High correlation |
MA is highly overall correlated with AD and 6 other fields | High correlation |
MidPrice is highly overall correlated with AD and 6 other fields | High correlation |
NATR is highly overall correlated with ATR and 1 other fields | High correlation |
OBV is highly overall correlated with AD and 1 other fields | High correlation |
ROC is highly overall correlated with CMO and 1 other fields | High correlation |
TRANGE is highly overall correlated with ATR and 1 other fields | High correlation |
TSF is highly overall correlated with AD and 6 other fields | High correlation |
WILLR is highly overall correlated with CMO and 1 other fields | High correlation |
WMA is highly overall correlated with AD and 6 other fields | High correlation |
close is highly overall correlated with AD and 6 other fields | High correlation |
close is non stationary | Non stationary |
MA is non stationary | Non stationary |
EMA is non stationary | Non stationary |
KAMA is non stationary | Non stationary |
WMA is non stationary | Non stationary |
MidPrice is non stationary | Non stationary |
AD is non stationary | Non stationary |
OBV is non stationary | Non stationary |
NATR is non stationary | Non stationary |
ATR is non stationary | Non stationary |
TSF is non stationary | Non stationary |
close is seasonal | Seasonal |
MA is seasonal | Seasonal |
EMA is seasonal | Seasonal |
KAMA is seasonal | Seasonal |
WMA is seasonal | Seasonal |
MidPrice is seasonal | Seasonal |
AD is seasonal | Seasonal |
OBV is seasonal | Seasonal |
NATR is seasonal | Seasonal |
ATR is seasonal | Seasonal |
Date has unique values | Unique |
EMA has unique values | Unique |
KAMA has unique values | Unique |
NATR has unique values | Unique |
ATR has unique values | Unique |
BOP has 372 (15.5%) zeros | Zeros |
WILLR has 72 (3.0%) zeros | Zeros |
Reproduction
| Analysis started | 2026-02-02 04:33:30.665956 |
|---|---|
| Analysis finished | 2026-02-02 04:33:51.765251 |
| Duration | 21.1 seconds |
| Software version | ydata-profiling vv4.18.1 |
| Download configuration | config.json |
Variables
Date
Date
Unique
| Distinct | 2405 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 37.6 KiB |
| Minimum | 2010-01-26 00:00:00 |
|---|---|
| Maximum | 2019-08-19 00:00:00 |
| Invalid dates | 0 |
| Invalid dates (%) | 0.0% |
close
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 629 |
|---|---|
| Distinct (%) | 26.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1342.6794 |
|---|---|
| Minimum | 1051 |
| Maximum | 1889 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 1051 |
|---|---|
| 5-th percentile | 1118.2 |
| Q1 | 1224 |
| median | 1290 |
| Q3 | 1405 |
| 95-th percentile | 1720.8 |
| Maximum | 1889 |
| Range | 838 |
| Interquartile range (IQR) | 181 |
Descriptive statistics
| Standard deviation | 179.87752 |
|---|---|
| Coefficient of variation (CV) | 0.13396908 |
| Kurtosis | 0.06445027 |
| Mean | 1342.6794 |
| Median Absolute Deviation (MAD) | 79 |
| Skewness | 0.99319826 |
| Sum | 3229144 |
| Variance | 32355.923 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.2770123027 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 1244 | 19 | 0.8% |
| 1286 | 18 | 0.7% |
| 1272 | 17 | 0.7% |
| 1224 | 17 | 0.7% |
| 1324 | 15 | 0.6% |
| 1226 | 15 | 0.6% |
| 1234 | 15 | 0.6% |
| 1266 | 15 | 0.6% |
| 1229 | 14 | 0.6% |
| 1316 | 14 | 0.6% |
| Other values (619) | 2246 |
| Value | Count | Frequency (%) |
| 1051 | 1 | < 0.1% |
| 1052 | 1 | < 0.1% |
| 1054 | 1 | < 0.1% |
| 1056 | 1 | < 0.1% |
| 1060 | 2 | |
| 1062 | 2 | |
| 1063 | 1 | < 0.1% |
| 1064 | 1 | < 0.1% |
| 1065 | 1 | < 0.1% |
| 1066 | 3 |
| Value | Count | Frequency (%) |
| 1889 | 1 | |
| 1874 | 1 | |
| 1870 | 1 | |
| 1858 | 1 | |
| 1856 | 1 | |
| 1854 | 1 | |
| 1849 | 1 | |
| 1828 | 1 | |
| 1827 | 2 | |
| 1826 | 1 |
repaired?
Boolean
Constant
| Distinct | 1 |
|---|---|
| Distinct (%) | < 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 21.1 KiB |
| False |
|---|
| Value | Count | Frequency (%) |
| False | 2405 |
MA
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 1848 |
|---|---|
| Distinct (%) | 76.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1341.9374 |
|---|---|
| Minimum | 1066.7 |
| Maximum | 1838.6 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 1066.7 |
|---|---|
| 5-th percentile | 1117.54 |
| Q1 | 1223.7 |
| median | 1290.7 |
| Q3 | 1397.7 |
| 95-th percentile | 1720.14 |
| Maximum | 1838.6 |
| Range | 771.9 |
| Interquartile range (IQR) | 174 |
Descriptive statistics
| Standard deviation | 179.13815 |
|---|---|
| Coefficient of variation (CV) | 0.13349218 |
| Kurtosis | 0.03241805 |
| Mean | 1341.9374 |
| Median Absolute Deviation (MAD) | 77.8 |
| Skewness | 0.99489693 |
| Sum | 3227359.4 |
| Variance | 32090.477 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.4563569284 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 1298 | 5 | 0.2% |
| 1211.2 | 5 | 0.2% |
| 1255.5 | 5 | 0.2% |
| 1225.2 | 5 | 0.2% |
| 1226.9 | 5 | 0.2% |
| 1216.1 | 4 | 0.2% |
| 1251.9 | 4 | 0.2% |
| 1276.9 | 4 | 0.2% |
| 1256 | 4 | 0.2% |
| 1296.3 | 4 | 0.2% |
| Other values (1838) | 2360 |
| Value | Count | Frequency (%) |
| 1066.7 | 1 | |
| 1067.3 | 2 | |
| 1067.4 | 1 | |
| 1068.2 | 1 | |
| 1068.6 | 1 | |
| 1068.8 | 1 | |
| 1068.9 | 2 | |
| 1069.6 | 1 | |
| 1069.9 | 1 | |
| 1070.3 | 2 |
| Value | Count | Frequency (%) |
| 1838.6 | 1 | |
| 1838.3 | 1 | |
| 1834.7 | 1 | |
| 1833.3 | 1 | |
| 1833.1 | 1 | |
| 1831.9 | 1 | |
| 1823.5 | 1 | |
| 1822.1 | 1 | |
| 1819.8 | 1 | |
| 1817.9 | 1 |
EMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2405 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1341.9647 |
|---|---|
| Minimum | 1066.7703 |
| Maximum | 1835.217 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 1066.7703 |
|---|---|
| 5-th percentile | 1117.5624 |
| Q1 | 1223.5239 |
| median | 1290.4174 |
| Q3 | 1397.0766 |
| 95-th percentile | 1719.1476 |
| Maximum | 1835.217 |
| Range | 768.44675 |
| Interquartile range (IQR) | 173.55264 |
Descriptive statistics
| Standard deviation | 178.72787 |
|---|---|
| Coefficient of variation (CV) | 0.13318374 |
| Kurtosis | 0.010192308 |
| Mean | 1341.9647 |
| Median Absolute Deviation (MAD) | 76.76396 |
| Skewness | 0.99360199 |
| Sum | 3227425.1 |
| Variance | 31943.652 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.3079057431 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 1111.456215 | 1 | < 0.1% |
| 1106.464176 | 1 | < 0.1% |
| 1102.37978 | 1 | < 0.1% |
| 1098.856184 | 1 | < 0.1% |
| 1099.791423 | 1 | < 0.1% |
| 1102.920255 | 1 | < 0.1% |
| 1104.3893 | 1 | < 0.1% |
| 1096.682154 | 1 | < 0.1% |
| 1088.558126 | 1 | < 0.1% |
| 1084.456649 | 1 | < 0.1% |
| Other values (2395) | 2395 |
| Value | Count | Frequency (%) |
| 1066.770278 | 1 | |
| 1067.688059 | 1 | |
| 1067.83034 | 1 | |
| 1068.063183 | 1 | |
| 1068.515545 | 1 | |
| 1069.694537 | 1 | |
| 1069.902955 | 1 | |
| 1070.29023 | 1 | |
| 1070.407888 | 1 | |
| 1070.489447 | 1 |
| Value | Count | Frequency (%) |
| 1835.217025 | 1 | |
| 1830.632111 | 1 | |
| 1830.598586 | 1 | |
| 1829.971727 | 1 | |
| 1828.885959 | 1 | |
| 1827.931221 | 1 | |
| 1825.398272 | 1 | |
| 1819.633966 | 1 | |
| 1818.582603 | 1 | |
| 1818.245972 | 1 |
KAMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2405 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1342.8329 |
|---|---|
| Minimum | 1071.387 |
| Maximum | 1818.3649 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 1071.387 |
|---|---|
| 5-th percentile | 1112.3884 |
| Q1 | 1221.3696 |
| median | 1292.1151 |
| Q3 | 1401.4626 |
| 95-th percentile | 1720.7517 |
| Maximum | 1818.3649 |
| Range | 746.9779 |
| Interquartile range (IQR) | 180.09297 |
Descriptive statistics
| Standard deviation | 180.56052 |
|---|---|
| Coefficient of variation (CV) | 0.13446238 |
| Kurtosis | -0.019440933 |
| Mean | 1342.8329 |
| Median Absolute Deviation (MAD) | 78.266263 |
| Skewness | 0.98439774 |
| Sum | 3229513.2 |
| Variance | 32602.101 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.31251251 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 1120.806937 | 1 | < 0.1% |
| 1117.300958 | 1 | < 0.1% |
| 1112.850049 | 1 | < 0.1% |
| 1107.248847 | 1 | < 0.1% |
| 1107.102536 | 1 | < 0.1% |
| 1107.465785 | 1 | < 0.1% |
| 1107.483821 | 1 | < 0.1% |
| 1104.434813 | 1 | < 0.1% |
| 1101.270669 | 1 | < 0.1% |
| 1099.890477 | 1 | < 0.1% |
| Other values (2395) | 2395 |
| Value | Count | Frequency (%) |
| 1071.387023 | 1 | |
| 1071.525838 | 1 | |
| 1071.527599 | 1 | |
| 1071.546215 | 1 | |
| 1071.550709 | 1 | |
| 1071.619498 | 1 | |
| 1071.676626 | 1 | |
| 1071.686601 | 1 | |
| 1071.701424 | 1 | |
| 1071.71653 | 1 |
| Value | Count | Frequency (%) |
| 1818.364923 | 1 | |
| 1818.334928 | 1 | |
| 1818.205816 | 1 | |
| 1818.11706 | 1 | |
| 1817.077944 | 1 | |
| 1817.034029 | 1 | |
| 1814.081157 | 1 | |
| 1813.991456 | 1 | |
| 1813.74829 | 1 | |
| 1813.694483 | 1 |
WMA
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2284 |
|---|---|
| Distinct (%) | 95.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1342.1776 |
|---|---|
| Minimum | 1063.5091 |
| Maximum | 1843.3636 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 1063.5091 |
|---|---|
| 5-th percentile | 1116.3091 |
| Q1 | 1223.5455 |
| median | 1290.2545 |
| Q3 | 1401.0545 |
| 95-th percentile | 1719.4655 |
| Maximum | 1843.3636 |
| Range | 779.85455 |
| Interquartile range (IQR) | 177.50909 |
Descriptive statistics
| Standard deviation | 179.24437 |
|---|---|
| Coefficient of variation (CV) | 0.13354743 |
| Kurtosis | 0.03531598 |
| Mean | 1342.1776 |
| Median Absolute Deviation (MAD) | 77.890909 |
| Skewness | 0.9935209 |
| Sum | 3227937.1 |
| Variance | 32128.544 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.2907798004 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 1332.727273 | 3 | 0.1% |
| 1301.309091 | 3 | 0.1% |
| 1293.672727 | 3 | 0.1% |
| 1296.490909 | 3 | 0.1% |
| 1200.345455 | 3 | 0.1% |
| 1293.581818 | 3 | 0.1% |
| 1343.6 | 3 | 0.1% |
| 1244.036364 | 3 | 0.1% |
| 1249.909091 | 2 | 0.1% |
| 1224.254545 | 2 | 0.1% |
| Other values (2274) | 2377 |
| Value | Count | Frequency (%) |
| 1063.509091 | 1 | |
| 1064.490909 | 1 | |
| 1066.654545 | 1 | |
| 1067.2 | 1 | |
| 1067.509091 | 1 | |
| 1068.236364 | 1 | |
| 1068.454545 | 1 | |
| 1068.618182 | 1 | |
| 1068.909091 | 1 | |
| 1069.618182 | 1 |
| Value | Count | Frequency (%) |
| 1843.363636 | 1 | |
| 1839.163636 | 1 | |
| 1837.763636 | 1 | |
| 1837.454545 | 1 | |
| 1835.109091 | 1 | |
| 1830.8 | 1 | |
| 1830.090909 | 1 | |
| 1824.145455 | 1 | |
| 1823.363636 | 1 | |
| 1821.672727 | 1 |
MidPrice
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 792 |
|---|---|
| Distinct (%) | 32.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1341.4663 |
|---|---|
| Minimum | 1064.5 |
| Maximum | 1852.5 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 1064.5 |
|---|---|
| 5-th percentile | 1119.5 |
| Q1 | 1223 |
| median | 1292 |
| Q3 | 1398 |
| 95-th percentile | 1716.3 |
| Maximum | 1852.5 |
| Range | 788 |
| Interquartile range (IQR) | 175 |
Descriptive statistics
| Standard deviation | 178.10345 |
|---|---|
| Coefficient of variation (CV) | 0.13276774 |
| Kurtosis | 0.03804421 |
| Mean | 1341.4663 |
| Median Absolute Deviation (MAD) | 79.5 |
| Skewness | 0.9916856 |
| Sum | 3226226.5 |
| Variance | 31720.84 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.2783140771 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 1240 | 22 | 0.9% |
| 1202.5 | 17 | 0.7% |
| 1276 | 16 | 0.7% |
| 1295.5 | 13 | 0.5% |
| 1284.5 | 13 | 0.5% |
| 1276.5 | 12 | 0.5% |
| 1201 | 12 | 0.5% |
| 1271 | 12 | 0.5% |
| 1323 | 12 | 0.5% |
| 1284 | 11 | 0.5% |
| Other values (782) | 2265 |
| Value | Count | Frequency (%) |
| 1064.5 | 1 | < 0.1% |
| 1066 | 2 | 0.1% |
| 1066.5 | 1 | < 0.1% |
| 1067 | 1 | < 0.1% |
| 1067.5 | 9 | |
| 1068 | 3 | 0.1% |
| 1069.5 | 1 | < 0.1% |
| 1071.5 | 2 | 0.1% |
| 1074.5 | 4 | |
| 1076 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 1852.5 | 1 | < 0.1% |
| 1847.5 | 2 | 0.1% |
| 1844 | 1 | < 0.1% |
| 1840 | 3 | |
| 1824.5 | 2 | 0.1% |
| 1816.5 | 2 | 0.1% |
| 1809.5 | 3 | |
| 1808 | 7 | |
| 1807.5 | 1 | < 0.1% |
| 1806 | 1 | < 0.1% |
BOP
Real number (ℝ)
Zeros
| Distinct | 471 |
|---|---|
| Distinct (%) | 19.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.0028300267 |
| Minimum | -2.6666667 |
|---|---|
| Maximum | 2.6666667 |
| Zeros | 372 |
| Zeros (%) | 15.5% |
| Negative | 1026 |
| Negative (%) | 42.7% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -2.6666667 |
|---|---|
| 5-th percentile | -1 |
| Q1 | -0.5 |
| median | 0 |
| Q3 | 0.5 |
| 95-th percentile | 0.9952381 |
| Maximum | 2.6666667 |
| Range | 5.3333333 |
| Interquartile range (IQR) | 1 |
Descriptive statistics
| Standard deviation | 0.60190693 |
|---|---|
| Coefficient of variation (CV) | -212.68595 |
| Kurtosis | -0.68445918 |
| Mean | -0.0028300267 |
| Median Absolute Deviation (MAD) | 0.5 |
| Skewness | 0.03727307 |
| Sum | -6.8062143 |
| Variance | 0.36229195 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 372 | 15.5% |
| -1 | 123 | 5.1% |
| 1 | 114 | 4.7% |
| -0.5 | 57 | 2.4% |
| 0.5 | 49 | 2.0% |
| 0.3333333333 | 43 | 1.8% |
| -0.6666666667 | 36 | 1.5% |
| -0.25 | 28 | 1.2% |
| -0.3333333333 | 27 | 1.1% |
| 0.75 | 26 | 1.1% |
| Other values (461) | 1530 |
| Value | Count | Frequency (%) |
| -2.666666667 | 1 | < 0.1% |
| -1.666666667 | 1 | < 0.1% |
| -1.258064516 | 1 | < 0.1% |
| -1.111111111 | 1 | < 0.1% |
| -1 | 123 | |
| -0.9801980198 | 1 | < 0.1% |
| -0.9777777778 | 1 | < 0.1% |
| -0.9714285714 | 1 | < 0.1% |
| -0.96875 | 1 | < 0.1% |
| -0.9677419355 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 2.666666667 | 1 | < 0.1% |
| 2.333333333 | 1 | < 0.1% |
| 2 | 1 | < 0.1% |
| 1.611111111 | 1 | < 0.1% |
| 1.25 | 1 | < 0.1% |
| 1.153846154 | 1 | < 0.1% |
| 1.111111111 | 1 | < 0.1% |
| 1 | 114 | |
| 0.9761904762 | 1 | < 0.1% |
| 0.9655172414 | 2 | 0.1% |
CMO
Numeric time series
High correlation
| Distinct | 2368 |
|---|---|
| Distinct (%) | 98.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2.5292575 |
|---|---|
| Minimum | -73.449264 |
| Maximum | 79.937435 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -73.449264 |
|---|---|
| 5-th percentile | -48.315512 |
| Q1 | -17.703676 |
| median | 2.0789897 |
| Q3 | 23.815716 |
| 95-th percentile | 52.68091 |
| Maximum | 79.937435 |
| Range | 153.3867 |
| Interquartile range (IQR) | 41.519392 |
Descriptive statistics
| Standard deviation | 29.933809 |
|---|---|
| Coefficient of variation (CV) | 11.835018 |
| Kurtosis | -0.49448745 |
| Mean | 2.5292575 |
| Median Absolute Deviation (MAD) | 20.768528 |
| Skewness | 0.0032851614 |
| Sum | 6082.8643 |
| Variance | 896.0329 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 7.300576325 × 10-18 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| -32.50231493 | 3 | 0.1% |
| 22.43149374 | 2 | 0.1% |
| 29.26907093 | 2 | 0.1% |
| -20.67447088 | 2 | 0.1% |
| -56.01187919 | 2 | 0.1% |
| -48.77180579 | 2 | 0.1% |
| 31.23933403 | 2 | 0.1% |
| 38.5318942 | 2 | 0.1% |
| 29.88479246 | 2 | 0.1% |
| 44.91610403 | 2 | 0.1% |
| Other values (2358) | 2384 |
| Value | Count | Frequency (%) |
| -73.44926429 | 1 | |
| -71.06381766 | 1 | |
| -69.35599862 | 1 | |
| -68.30981761 | 1 | |
| -68.10052455 | 1 | |
| -66.97580685 | 1 | |
| -66.68021427 | 1 | |
| -66.56746005 | 1 | |
| -66.56378251 | 1 | |
| -66.3298089 | 1 |
| Value | Count | Frequency (%) |
| 79.93743455 | 1 | |
| 78.19099412 | 1 | |
| 77.65123805 | 1 | |
| 76.67161399 | 1 | |
| 76.41438453 | 1 | |
| 76.36510194 | 1 | |
| 73.52645692 | 1 | |
| 71.9551403 | 1 | |
| 71.67702329 | 1 | |
| 71.28507784 | 1 |
MFI
Numeric time series
| Distinct | 2403 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 47.530387 |
|---|---|
| Minimum | -1.0957529 × 10-14 |
| Maximum | 100 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -1.0957529 × 10-14 |
|---|---|
| 5-th percentile | 1.5576453 |
| Q1 | 23.992965 |
| median | 45.048832 |
| Q3 | 71.247707 |
| 95-th percentile | 98.824987 |
| Maximum | 100 |
| Range | 100 |
| Interquartile range (IQR) | 47.254742 |
Descriptive statistics
| Standard deviation | 30.042472 |
|---|---|
| Coefficient of variation (CV) | 0.63206873 |
| Kurtosis | -1.0584773 |
| Mean | 47.530387 |
| Median Absolute Deviation (MAD) | 22.981241 |
| Skewness | 0.15245248 |
| Sum | 114310.58 |
| Variance | 902.55011 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 1.219512117 × 10-13 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 76.57870348 | 2 | 0.1% |
| 31.63701605 | 2 | 0.1% |
| 74.0831651 | 1 | < 0.1% |
| 74.33409418 | 1 | < 0.1% |
| 74.36272185 | 1 | < 0.1% |
| 74.53381271 | 1 | < 0.1% |
| 74.63633065 | 1 | < 0.1% |
| 74.56360044 | 1 | < 0.1% |
| 74.60681869 | 1 | < 0.1% |
| 74.66214754 | 1 | < 0.1% |
| Other values (2393) | 2393 |
| Value | Count | Frequency (%) |
| -1.095752886 × 10-14 | 1 | |
| -8.810004099 × 10-15 | 1 | |
| 0.01978966756 | 1 | |
| 0.02009661911 | 1 | |
| 0.02197041636 | 1 | |
| 0.02200885203 | 1 | |
| 0.02239433417 | 1 | |
| 0.02248896366 | 1 | |
| 0.02415276444 | 1 | |
| 0.03544198864 | 1 |
| Value | Count | Frequency (%) |
| 100 | 1 | |
| 100 | 1 | |
| 100 | 1 | |
| 99.99640061 | 1 | |
| 99.99599886 | 1 | |
| 99.99479257 | 1 | |
| 99.99478022 | 1 | |
| 99.99477381 | 1 | |
| 99.9947574 | 1 | |
| 99.99469654 | 1 |
ROC
Numeric time series
High correlation
| Distinct | 2304 |
|---|---|
| Distinct (%) | 95.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.1692349 |
|---|---|
| Minimum | -14.9375 |
| Maximum | 12.128563 |
| Zeros | 21 |
| Zeros (%) | 0.9% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -14.9375 |
|---|---|
| 5-th percentile | -4.8924753 |
| Q1 | -1.6491754 |
| median | 0.23023791 |
| Q3 | 2.1194605 |
| 95-th percentile | 5.0326816 |
| Maximum | 12.128563 |
| Range | 27.066063 |
| Interquartile range (IQR) | 3.7686359 |
Descriptive statistics
| Standard deviation | 3.0856306 |
|---|---|
| Coefficient of variation (CV) | 18.232827 |
| Kurtosis | 1.2548739 |
| Mean | 0.1692349 |
| Median Absolute Deviation (MAD) | 1.8818896 |
| Skewness | -0.28562723 |
| Sum | 407.00992 |
| Variance | 9.521116 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 4.223008783 × 10-16 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 0 | 21 | 0.9% |
| -3.863987635 | 3 | 0.1% |
| -2.702702703 | 3 | 0.1% |
| -1.604278075 | 3 | 0.1% |
| -1.89107413 | 2 | 0.1% |
| 1.173512154 | 2 | 0.1% |
| 0.4555808656 | 2 | 0.1% |
| -4.163197336 | 2 | 0.1% |
| -1.963864886 | 2 | 0.1% |
| 2.573529412 | 2 | 0.1% |
| Other values (2294) | 2363 |
| Value | Count | Frequency (%) |
| -14.9375 | 1 | |
| -12.11901306 | 1 | |
| -12.0441989 | 1 | |
| -11.93650794 | 1 | |
| -11.7519827 | 1 | |
| -11.74568966 | 1 | |
| -11.63793103 | 1 | |
| -11.42857143 | 1 | |
| -11.40350877 | 1 | |
| -11.16015132 | 1 |
| Value | Count | Frequency (%) |
| 12.12856277 | 1 | |
| 11.82795699 | 1 | |
| 11.02150538 | 1 | |
| 10.46783626 | 1 | |
| 10.27863777 | 1 | |
| 9.842995169 | 1 | |
| 9.429280397 | 1 | |
| 8.526187576 | 1 | |
| 8.462013589 | 1 | |
| 8.43149411 | 1 |
WILLR
Numeric time series
High correlation Zeros
| Distinct | 1451 |
|---|---|
| Distinct (%) | 60.3% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -47.655748 |
|---|---|
| Minimum | -100 |
| Maximum | 8.6614173 |
| Zeros | 72 |
| Zeros (%) | 3.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -100 |
|---|---|
| 5-th percentile | -96.363636 |
| Q1 | -77.358491 |
| median | -46.511628 |
| Q3 | -16.513761 |
| 95-th percentile | -2 |
| Maximum | 8.6614173 |
| Range | 108.66142 |
| Interquartile range (IQR) | 60.844729 |
Descriptive statistics
| Standard deviation | 32.124163 |
|---|---|
| Coefficient of variation (CV) | -0.67408789 |
| Kurtosis | -1.3835696 |
| Mean | -47.655748 |
| Median Absolute Deviation (MAD) | 30.411449 |
| Skewness | -0.073122904 |
| Sum | -114612.07 |
| Variance | 1031.9618 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 6.844040262 × 10-24 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| -0 | 72 | 3.0% |
| -100 | 51 | 2.1% |
| -50 | 12 | 0.5% |
| -15.38461538 | 11 | 0.5% |
| -10 | 11 | 0.5% |
| -75 | 10 | 0.4% |
| -20 | 8 | 0.3% |
| -80 | 8 | 0.3% |
| -84.61538462 | 8 | 0.3% |
| -60 | 8 | 0.3% |
| Other values (1441) | 2206 |
| Value | Count | Frequency (%) |
| -100 | 1 | < 0.1% |
| -100 | 51 | |
| -100 | 1 | < 0.1% |
| -99.46524064 | 1 | < 0.1% |
| -99.29577465 | 1 | < 0.1% |
| -99.27536232 | 1 | < 0.1% |
| -99.10714286 | 1 | < 0.1% |
| -99.08256881 | 1 | < 0.1% |
| -98.98989899 | 1 | < 0.1% |
| -98.95287958 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 8.661417323 | 1 | < 0.1% |
| 2 | 1 | < 0.1% |
| -0 | 72 | |
| -0.8695652174 | 1 | < 0.1% |
| -0.9174311927 | 1 | < 0.1% |
| -0.9433962264 | 2 | 0.1% |
| -0.9708737864 | 1 | < 0.1% |
| -1.01010101 | 1 | < 0.1% |
| -1.098901099 | 2 | 0.1% |
| -1.123595506 | 2 | 0.1% |
AD
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2145 |
|---|---|
| Distinct (%) | 89.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -110035.74 |
|---|---|
| Minimum | -858702.76 |
| Maximum | 1008908.6 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -858702.76 |
|---|---|
| 5-th percentile | -671567.76 |
| Q1 | -367266.89 |
| median | -124241.89 |
| Q3 | 93802.548 |
| 95-th percentile | 508949.54 |
| Maximum | 1008908.6 |
| Range | 1867611.4 |
| Interquartile range (IQR) | 461069.44 |
Descriptive statistics
| Standard deviation | 378988.72 |
|---|---|
| Coefficient of variation (CV) | -3.4442329 |
| Kurtosis | 0.076180596 |
| Mean | -110035.74 |
| Median Absolute Deviation (MAD) | 230350.63 |
| Skewness | 0.28854169 |
| Sum | -2.6463596 × 108 |
| Variance | 1.4363245 × 1011 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.351338046 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| -166.2568163 | 9 | 0.4% |
| -151098.9326 | 6 | 0.2% |
| -17079.08558 | 5 | 0.2% |
| 3030.572525 | 5 | 0.2% |
| -124733.7107 | 5 | 0.2% |
| -125267.632 | 5 | 0.2% |
| -366999.7369 | 5 | 0.2% |
| 3997.610082 | 4 | 0.2% |
| -130506.8184 | 4 | 0.2% |
| 72236.94594 | 4 | 0.2% |
| Other values (2135) | 2353 |
| Value | Count | Frequency (%) |
| -858702.7621 | 1 | |
| -856110.0533 | 1 | |
| -854953.4091 | 1 | |
| -854829.527 | 1 | |
| -854483.0533 | 1 | |
| -854343.0984 | 1 | |
| -854301.92 | 1 | |
| -854124.5428 | 1 | |
| -853909.6017 | 1 | |
| -853587.2171 | 1 |
| Value | Count | Frequency (%) |
| 1008908.594 | 1 | |
| 1008678.26 | 1 | |
| 1008540.46 | 1 | |
| 1008521.26 | 1 | |
| 1008483.645 | 1 | |
| 1008226.731 | 1 | |
| 1008163.302 | 1 | |
| 1008119.717 | 1 | |
| 1008119.127 | 1 | |
| 1008110.717 | 1 |
OBV
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2215 |
|---|---|
| Distinct (%) | 92.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -840302.08 |
|---|---|
| Minimum | -2508726 |
| Maximum | 338110 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -2508726 |
|---|---|
| 5-th percentile | -2230157.4 |
| Q1 | -1514641 |
| median | -669296 |
| Q3 | -97012 |
| 95-th percentile | 302532.4 |
| Maximum | 338110 |
| Range | 2846836 |
| Interquartile range (IQR) | 1417629 |
Descriptive statistics
| Standard deviation | 824435.69 |
|---|---|
| Coefficient of variation (CV) | -0.98111823 |
| Kurtosis | -1.2163824 |
| Mean | -840302.08 |
| Median Absolute Deviation (MAD) | 683269 |
| Skewness | -0.34466162 |
| Sum | -2.0209265 × 109 |
| Variance | 6.796942 × 1011 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.7827156457 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| -2485830 | 6 | 0.2% |
| -2230427 | 4 | 0.2% |
| -2170443 | 3 | 0.1% |
| -1937154 | 3 | 0.1% |
| -2170477 | 3 | 0.1% |
| -151044 | 3 | 0.1% |
| -1294500 | 3 | 0.1% |
| -449073 | 3 | 0.1% |
| -2507404 | 3 | 0.1% |
| -1661725 | 3 | 0.1% |
| Other values (2205) | 2371 |
| Value | Count | Frequency (%) |
| -2508726 | 1 | |
| -2508717 | 1 | |
| -2508613 | 1 | |
| -2508510 | 1 | |
| -2508476 | 1 | |
| -2508389 | 1 | |
| -2508209 | 1 | |
| -2508014 | 1 | |
| -2507938 | 1 | |
| -2507639 | 1 |
| Value | Count | Frequency (%) |
| 338110 | 1 | |
| 338107 | 1 | |
| 338081 | 1 | |
| 338038 | 1 | |
| 338026 | 1 | |
| 337971 | 1 | |
| 337932 | 1 | |
| 337925 | 1 | |
| 337914 | 1 | |
| 337904 | 1 |
NATR
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2405 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.1826772 |
|---|---|
| Minimum | 0.51060091 |
| Maximum | 3.3357371 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 0.51060091 |
|---|---|
| 5-th percentile | 0.65749836 |
| Q1 | 0.87590545 |
| median | 1.1236643 |
| Q3 | 1.3836067 |
| 95-th percentile | 1.9376016 |
| Maximum | 3.3357371 |
| Range | 2.8251362 |
| Interquartile range (IQR) | 0.50770121 |
Descriptive statistics
| Standard deviation | 0.41739218 |
|---|---|
| Coefficient of variation (CV) | 0.35292147 |
| Kurtosis | 2.4726575 |
| Mean | 1.1826772 |
| Median Absolute Deviation (MAD) | 0.25338117 |
| Skewness | 1.2744234 |
| Sum | 2844.3387 |
| Variance | 0.17421623 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.0007067519461 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 1.463235567 | 1 | < 0.1% |
| 1.468517692 | 1 | < 0.1% |
| 1.515178658 | 1 | < 0.1% |
| 1.520373146 | 1 | < 0.1% |
| 1.579020026 | 1 | < 0.1% |
| 1.564272632 | 1 | < 0.1% |
| 1.563250797 | 1 | < 0.1% |
| 1.868309877 | 1 | < 0.1% |
| 1.907515356 | 1 | < 0.1% |
| 1.888714822 | 1 | < 0.1% |
| Other values (2395) | 2395 |
| Value | Count | Frequency (%) |
| 0.510600905 | 1 | |
| 0.5170003405 | 1 | |
| 0.5218903201 | 1 | |
| 0.5244119608 | 1 | |
| 0.5407120629 | 1 | |
| 0.5439305667 | 1 | |
| 0.549619096 | 1 | |
| 0.5517359146 | 1 | |
| 0.5535444927 | 1 | |
| 0.5652396346 | 1 |
| Value | Count | Frequency (%) |
| 3.335737085 | 1 | |
| 3.302605118 | 1 | |
| 3.14865823 | 1 | |
| 3.137544804 | 1 | |
| 3.13001862 | 1 | |
| 3.053400677 | 1 | |
| 3.031544584 | 1 | |
| 3.021832823 | 1 | |
| 2.93065601 | 1 | |
| 2.888209202 | 1 |
ATR
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2405 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 16.064033 |
|---|---|
| Minimum | 6.5407976 |
| Maximum | 54.526011 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 6.5407976 |
|---|---|
| 5-th percentile | 8.3268852 |
| Q1 | 11.334906 |
| median | 14.813015 |
| Q3 | 18.405133 |
| 95-th percentile | 29.462929 |
| Maximum | 54.526011 |
| Range | 47.985213 |
| Interquartile range (IQR) | 7.0702272 |
Descriptive statistics
| Standard deviation | 6.9515682 |
|---|---|
| Coefficient of variation (CV) | 0.43274116 |
| Kurtosis | 5.2529758 |
| Mean | 16.064033 |
| Median Absolute Deviation (MAD) | 3.4977998 |
| Skewness | 1.8973854 |
| Sum | 38633.999 |
| Variance | 48.324301 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.004378361206 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 16.06632653 | 1 | < 0.1% |
| 15.91873178 | 1 | < 0.1% |
| 16.42453665 | 1 | < 0.1% |
| 16.46564118 | 1 | < 0.1% |
| 17.43238109 | 1 | < 0.1% |
| 17.4729253 | 1 | < 0.1% |
| 17.36771635 | 1 | < 0.1% |
| 19.8414509 | 1 | < 0.1% |
| 20.06706155 | 1 | < 0.1% |
| 20.13370001 | 1 | < 0.1% |
| Other values (2395) | 2395 |
| Value | Count | Frequency (%) |
| 6.540797593 | 1 | |
| 6.633114369 | 1 | |
| 6.659320485 | 1 | |
| 6.68100838 | 1 | |
| 6.777554556 | 1 | |
| 6.837366445 | 1 | |
| 6.953557129 | 1 | |
| 6.989507781 | 1 | |
| 7.041085948 | 1 | |
| 7.055625402 | 1 |
| Value | Count | Frequency (%) |
| 54.5260105 | 1 | |
| 53.10493439 | 1 | |
| 50.85083042 | 1 | |
| 50.70272404 | 1 | |
| 50.58110089 | 1 | |
| 50.0757711 | 1 | |
| 49.49762165 | 1 | |
| 49.11102226 | 1 | |
| 48.53166352 | 1 | |
| 48.0831517 | 1 |
TRANGE
Real number (ℝ)
High correlation
| Distinct | 77 |
|---|---|
| Distinct (%) | 3.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 16.079834 |
| Minimum | 0 |
|---|---|
| Maximum | 163 |
| Zeros | 7 |
| Zeros (%) | 0.3% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 4 |
| Q1 | 8 |
| median | 13 |
| Q3 | 20 |
| 95-th percentile | 38 |
| Maximum | 163 |
| Range | 163 |
| Interquartile range (IQR) | 12 |
Descriptive statistics
| Standard deviation | 12.495102 |
|---|---|
| Coefficient of variation (CV) | 0.7770666 |
| Kurtosis | 17.979454 |
| Mean | 16.079834 |
| Median Absolute Deviation (MAD) | 6 |
| Skewness | 3.0329666 |
| Sum | 38672 |
| Variance | 156.12757 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 8 | 132 | 5.5% |
| 10 | 132 | 5.5% |
| 11 | 130 | 5.4% |
| 9 | 125 | 5.2% |
| 12 | 123 | 5.1% |
| 5 | 111 | 4.6% |
| 7 | 109 | 4.5% |
| 14 | 108 | 4.5% |
| 6 | 104 | 4.3% |
| 13 | 100 | 4.2% |
| Other values (67) | 1231 |
| Value | Count | Frequency (%) |
| 0 | 7 | 0.3% |
| 1 | 24 | 1.0% |
| 2 | 32 | 1.3% |
| 3 | 46 | 1.9% |
| 4 | 67 | |
| 5 | 111 | |
| 6 | 104 | |
| 7 | 109 | |
| 8 | 132 | |
| 9 | 125 |
| Value | Count | Frequency (%) |
| 163 | 1 | < 0.1% |
| 121 | 1 | < 0.1% |
| 105 | 1 | < 0.1% |
| 103 | 1 | < 0.1% |
| 102 | 1 | < 0.1% |
| 100 | 1 | < 0.1% |
| 99 | 1 | < 0.1% |
| 94 | 1 | < 0.1% |
| 84 | 3 | |
| 81 | 3 |
TSF
Numeric time series
High correlation Non stationary
| Distinct | 2364 |
|---|---|
| Distinct (%) | 98.3% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1342.7808 |
|---|---|
| Minimum | 1056.6923 |
| Maximum | 1888.4725 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 1056.6923 |
|---|---|
| 5-th percentile | 1119.7077 |
| Q1 | 1220.6484 |
| median | 1291.5385 |
| Q3 | 1406.7582 |
| 95-th percentile | 1720.7121 |
| Maximum | 1888.4725 |
| Range | 831.78022 |
| Interquartile range (IQR) | 186.10989 |
Descriptive statistics
| Standard deviation | 181.1679 |
|---|---|
| Coefficient of variation (CV) | 0.13491994 |
| Kurtosis | 0.10904671 |
| Mean | 1342.7808 |
| Median Absolute Deviation (MAD) | 81.802198 |
| Skewness | 0.99088528 |
| Sum | 3229387.8 |
| Variance | 32821.808 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.3959987156 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 13 minutes |
| std | 8 hours, 19 minutes and 51.76 seconds |
| Value | Count | Frequency (%) |
| 1246.692308 | 2 | 0.1% |
| 1673.098901 | 2 | 0.1% |
| 1318.626374 | 2 | 0.1% |
| 1339.637363 | 2 | 0.1% |
| 1341.593407 | 2 | 0.1% |
| 1220.318681 | 2 | 0.1% |
| 1286.604396 | 2 | 0.1% |
| 1244.725275 | 2 | 0.1% |
| 1283.681319 | 2 | 0.1% |
| 1193.703297 | 2 | 0.1% |
| Other values (2354) | 2385 |
| Value | Count | Frequency (%) |
| 1056.692308 | 1 | |
| 1057.340659 | 1 | |
| 1058.032967 | 1 | |
| 1058.186813 | 1 | |
| 1058.516484 | 1 | |
| 1059.208791 | 1 | |
| 1060.593407 | 1 | |
| 1061.241758 | 1 | |
| 1061.252747 | 1 | |
| 1061.428571 | 1 |
| Value | Count | Frequency (%) |
| 1888.472527 | 1 | |
| 1875.351648 | 1 | |
| 1864.21978 | 1 | |
| 1863.461538 | 1 | |
| 1855.868132 | 1 | |
| 1852.934066 | 1 | |
| 1850.285714 | 1 | |
| 1848.923077 | 1 | |
| 1839.494505 | 1 | |
| 1838.362637 | 1 |
Interactions
Correlations
| AD | ATR | BOP | CMO | EMA | KAMA | MA | MFI | MidPrice | NATR | OBV | ROC | TRANGE | TSF | WILLR | WMA | close | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AD | 1.000 | 0.394 | 0.036 | 0.085 | 0.707 | 0.707 | 0.704 | 0.120 | 0.700 | 0.149 | 0.511 | 0.045 | 0.227 | 0.698 | 0.102 | 0.705 | 0.704 |
| ATR | 0.394 | 1.000 | 0.017 | 0.003 | 0.441 | 0.444 | 0.442 | 0.106 | 0.440 | 0.926 | 0.597 | 0.001 | 0.577 | 0.434 | 0.006 | 0.440 | 0.434 |
| BOP | 0.036 | 0.017 | 1.000 | 0.330 | 0.025 | 0.023 | 0.018 | 0.067 | 0.020 | -0.009 | 0.047 | 0.257 | 0.023 | 0.037 | 0.390 | 0.026 | 0.081 |
| CMO | 0.085 | 0.003 | 0.330 | 1.000 | 0.089 | 0.077 | 0.073 | 0.392 | 0.070 | -0.065 | 0.068 | 0.868 | 0.040 | 0.191 | 0.912 | 0.113 | 0.204 |
| EMA | 0.707 | 0.441 | 0.025 | 0.089 | 1.000 | 0.998 | 0.999 | 0.092 | 0.998 | 0.116 | 0.368 | 0.045 | 0.252 | 0.988 | 0.047 | 0.999 | 0.989 |
| KAMA | 0.707 | 0.444 | 0.023 | 0.077 | 0.998 | 1.000 | 0.997 | 0.086 | 0.996 | 0.120 | 0.377 | 0.035 | 0.253 | 0.985 | 0.034 | 0.997 | 0.986 |
| MA | 0.704 | 0.442 | 0.018 | 0.073 | 0.999 | 0.997 | 1.000 | 0.091 | 0.999 | 0.118 | 0.367 | 0.027 | 0.252 | 0.986 | 0.028 | 0.998 | 0.984 |
| MFI | 0.120 | 0.106 | 0.067 | 0.392 | 0.092 | 0.086 | 0.091 | 1.000 | 0.087 | 0.064 | 0.148 | 0.312 | 0.077 | 0.147 | 0.333 | 0.106 | 0.133 |
| MidPrice | 0.700 | 0.440 | 0.020 | 0.070 | 0.998 | 0.996 | 0.999 | 0.087 | 1.000 | 0.116 | 0.362 | 0.018 | 0.251 | 0.983 | 0.020 | 0.997 | 0.984 |
| NATR | 0.149 | 0.926 | -0.009 | -0.065 | 0.116 | 0.120 | 0.118 | 0.064 | 0.116 | 1.000 | 0.497 | -0.047 | 0.546 | 0.107 | -0.054 | 0.114 | 0.106 |
| OBV | 0.511 | 0.597 | 0.047 | 0.068 | 0.368 | 0.377 | 0.367 | 0.148 | 0.362 | 0.497 | 1.000 | 0.036 | 0.308 | 0.363 | 0.082 | 0.367 | 0.367 |
| ROC | 0.045 | 0.001 | 0.257 | 0.868 | 0.045 | 0.035 | 0.027 | 0.312 | 0.018 | -0.047 | 0.036 | 1.000 | 0.036 | 0.156 | 0.869 | 0.070 | 0.152 |
| TRANGE | 0.227 | 0.577 | 0.023 | 0.040 | 0.252 | 0.253 | 0.252 | 0.077 | 0.251 | 0.546 | 0.308 | 0.036 | 1.000 | 0.253 | 0.021 | 0.253 | 0.251 |
| TSF | 0.698 | 0.434 | 0.037 | 0.191 | 0.988 | 0.985 | 0.986 | 0.147 | 0.983 | 0.107 | 0.363 | 0.156 | 0.253 | 1.000 | 0.142 | 0.993 | 0.992 |
| WILLR | 0.102 | 0.006 | 0.390 | 0.912 | 0.047 | 0.034 | 0.028 | 0.333 | 0.020 | -0.054 | 0.082 | 0.869 | 0.021 | 0.142 | 1.000 | 0.067 | 0.164 |
| WMA | 0.705 | 0.440 | 0.026 | 0.113 | 0.999 | 0.997 | 0.998 | 0.106 | 0.997 | 0.114 | 0.367 | 0.070 | 0.253 | 0.993 | 0.067 | 1.000 | 0.991 |
| close | 0.704 | 0.434 | 0.081 | 0.204 | 0.989 | 0.986 | 0.984 | 0.133 | 0.984 | 0.106 | 0.367 | 0.152 | 0.251 | 0.992 | 0.164 | 0.991 | 1.000 |
Missing values
Sample
| Date | close | repaired? | MA | EMA | KAMA | WMA | MidPrice | BOP | CMO | MFI | ROC | WILLR | AD | OBV | NATR | ATR | TRANGE | TSF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010-01-26 | 2010-01-26 | 1098 | False | 1117.5 | 1111.456215 | 1120.806937 | 1108.909091 | 1120.0 | 0.000000 | -14.512430 | 64.344824 | -4.604692 | -80.769231 | 533.647374 | 609.0 | 1.463236 | 16.066327 | 3.0 | 1094.527473 |
| 2010-01-27 | 2010-01-27 | 1084 | False | 1113.0 | 1106.464176 | 1117.300958 | 1102.818182 | 1114.5 | 0.000000 | -25.772877 | 0.175892 | -3.985828 | -98.717949 | 533.647374 | -206085.0 | 1.468518 | 15.918732 | 14.0 | 1085.307692 |
| 2010-01-28 | 2010-01-28 | 1084 | False | 1107.8 | 1102.379780 | 1112.850049 | 1097.545455 | 1109.5 | -0.173913 | -25.772877 | 32.909960 | -4.577465 | -87.500000 | -3864.961322 | -206085.0 | 1.515179 | 16.424537 | 23.0 | 1077.274725 |
| 2010-01-29 | 2010-01-29 | 1083 | False | 1101.8 | 1098.856184 | 1107.248847 | 1093.036364 | 1106.5 | -0.117647 | -26.625165 | 31.721390 | -5.249344 | -88.636364 | -3191.078969 | -217541.0 | 1.520373 | 16.465641 | 17.0 | 1071.450549 |
| 2010-02-01 | 2010-02-01 | 1104 | False | 1099.2 | 1099.791423 | 1107.102536 | 1093.436364 | 1106.5 | 0.766667 | 0.131374 | 32.206771 | -2.300885 | -63.095238 | -1229.478969 | -215089.0 | 1.579020 | 17.432381 | 30.0 | 1075.725275 |
| 2010-02-02 | 2010-02-02 | 1117 | False | 1096.9 | 1102.920255 | 1107.465785 | 1096.672727 | 1103.0 | 0.000000 | 12.804546 | 32.922147 | -2.017544 | -39.726027 | 1726.965476 | -211763.0 | 1.564273 | 17.472925 | 18.0 | 1081.395604 |
| 2010-02-03 | 2010-02-03 | 1111 | False | 1096.8 | 1104.389300 | 1107.483821 | 1099.236364 | 1099.0 | -0.312500 | 5.912192 | 33.108526 | -0.089928 | -47.945205 | 1087.215476 | -212616.0 | 1.563251 | 17.367716 | 16.0 | 1086.978022 |
| 2010-02-04 | 2010-02-04 | 1062 | False | 1092.7 | 1096.682154 | 1104.434813 | 1092.909091 | 1092.0 | -0.923077 | -31.864099 | 32.947987 | -3.717135 | -96.296296 | -174.246063 | -214042.0 | 1.868310 | 19.841451 | 52.0 | 1080.615385 |
| 2010-02-05 | 2010-02-05 | 1052 | False | 1089.0 | 1088.558126 | 1101.270669 | 1085.509091 | 1085.0 | 0.000000 | -36.962497 | 32.762926 | -3.397612 | -92.631579 | -939.637367 | -215998.0 | 1.907515 | 20.067062 | 23.0 | 1071.780220 |
| 2010-02-08 | 2010-02-08 | 1066 | False | 1086.1 | 1084.456649 | 1099.890477 | 1081.327273 | 1085.0 | 0.000000 | -22.682565 | 32.868277 | -2.648402 | -76.136364 | -1089.364640 | -215449.0 | 1.888715 | 20.133700 | 21.0 | 1071.274725 |
| Date | close | repaired? | MA | EMA | KAMA | WMA | MidPrice | BOP | CMO | MFI | ROC | WILLR | AD | OBV | NATR | ATR | TRANGE | TSF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-08-06 | 2019-08-06 | 1472 | False | 1433.5 | 1439.868064 | 1432.069059 | 1442.018182 | 1438.0 | 0.117647 | 57.810153 | 98.132628 | 3.661972 | -4.054054 | 77865.538041 | -1684836.0 | 1.151405 | 16.948678 | 17.0 | 1452.197802 |
| 2019-08-07 | 2019-08-07 | 1507 | False | 1441.9 | 1452.073871 | 1449.769014 | 1455.381818 | 1455.5 | 0.891892 | 70.935371 | 98.137480 | 5.903022 | -2.752294 | 78555.916419 | -1684012.0 | 1.224442 | 18.452344 | 38.0 | 1473.131868 |
| 2019-08-08 | 2019-08-08 | 1498 | False | 1450.3 | 1460.424076 | 1461.161988 | 1465.581818 | 1455.5 | 0.000000 | 56.981963 | 98.139682 | 5.940594 | -11.009174 | 78464.166419 | -1684379.0 | 1.220105 | 18.277176 | 16.0 | 1488.648352 |
| 2019-08-09 | 2019-08-09 | 1497 | False | 1458.2 | 1467.074244 | 1469.115583 | 1474.072727 | 1455.5 | -0.750000 | 55.415723 | 98.140471 | 5.571227 | -11.926606 | 78402.499752 | -1684453.0 | 1.190969 | 17.828806 | 12.0 | 1501.472527 |
| 2019-08-12 | 2019-08-12 | 1505 | False | 1466.7 | 1473.969836 | 1477.405291 | 1482.581818 | 1458.0 | 0.333333 | 59.047633 | 98.143691 | 5.985915 | -8.771930 | 78469.129382 | -1684196.0 | 1.228166 | 18.483892 | 27.0 | 1513.329670 |
| 2019-08-13 | 2019-08-13 | 1502 | False | 1473.9 | 1479.066230 | 1482.129344 | 1489.000000 | 1466.0 | -0.170213 | 53.826402 | 98.147837 | 5.034965 | -22.307692 | 78311.852786 | -1684868.0 | 1.366229 | 20.520757 | 47.0 | 1522.054945 |
| 2019-08-14 | 2019-08-14 | 1516 | False | 1482.9 | 1485.781461 | 1490.415887 | 1496.654545 | 1466.0 | 0.695652 | 60.542797 | 98.151179 | 6.311360 | -11.538462 | 78525.765830 | -1684540.0 | 1.365293 | 20.697845 | 23.0 | 1530.593407 |
| 2019-08-15 | 2019-08-15 | 1520 | False | 1492.8 | 1492.003013 | 1499.088023 | 1503.400000 | 1481.5 | 0.000000 | 62.284415 | 98.151703 | 6.966925 | -8.461538 | 78569.265830 | -1684453.0 | 1.320827 | 20.076571 | 12.0 | 1537.615385 |
| 2019-08-16 | 2019-08-16 | 1512 | False | 1499.4 | 1495.638829 | 1501.503256 | 1506.890909 | 1485.5 | -0.650000 | 47.788225 | 91.296401 | 4.564315 | -14.615385 | 78024.765830 | -1686268.0 | 1.327454 | 20.071101 | 20.0 | 1539.340659 |
| 2019-08-19 | 2019-08-19 | 1500 | False | 1502.9 | 1496.431769 | 1501.391070 | 1507.000000 | 1494.5 | -0.466667 | 28.637186 | 43.895216 | 2.389078 | -23.846154 | 78011.099163 | -1686473.0 | 1.332973 | 19.994594 | 19.0 | 1536.362637 |